Tim Leung. Sequential static-Dynamic Hedging for Long-term Derivatives. In Hesham H. Ali, Yong Shi, Deepak Khazanchi, Michael Lees, G. Dick van Albada, Jack Dongarra, Peter M. A. Sloot, editors, Proceedings of the International Conference on Computational Science, ICCS 2012, Omaha, Nebraska, USA, 4-6 June, 2012. Volume 9 of Procedia Computer Science, pages 1211-1218, Elsevier, 2012. [doi]
Abstract is missing.